#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Cashflows/FloatingRateCoupon.h>
#pragma unmanaged 
#include <ql\cashflows\digitalcoupon.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL::Times;
using namespace Cephei::QL::Indexes;
using namespace Cephei::QL::Termstructures;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Cashflows {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IDigitalCoupon
	public ref class CDigitalCoupon : 
            public CFloatingRateCoupon,
            public Cephei::QL::Cashflows::IDigitalCoupon
	{
	protected: 
		boost::shared_ptr<QuantLib::DigitalCoupon>* _ppDigitalCoupon;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::DigitalCoupon>* _phDigitalCoupon;
#endif
		Object^ _DigitalCouponOwner;     // reference to object that manages the storage for this object
	internal:
		CDigitalCoupon (Cephei::QL::Cashflows::IFloatingRateCoupon^ underlying, Microsoft::FSharp::Core::FSharpOption<Double>^ callStrike, Microsoft::FSharp::Core::FSharpOption<QL::Position::TypeEnum>^ callPosition, Microsoft::FSharp::Core::FSharpOption<Boolean>^ isCallITMIncluded, Microsoft::FSharp::Core::FSharpOption<Double>^ callDigitalPayoff, Microsoft::FSharp::Core::FSharpOption<Double>^ putStrike, Microsoft::FSharp::Core::FSharpOption<QL::Position::TypeEnum>^ putPosition, Microsoft::FSharp::Core::FSharpOption<Boolean>^ isPutITMIncluded, Microsoft::FSharp::Core::FSharpOption<Double>^ putDigitalPayoff, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Cashflows::IDigitalReplication^>^ replication, Cephei::QL::Cashflows::IFloatingRateCouponPricer^ QL_Pricer);
        CDigitalCoupon (boost::shared_ptr<QuantLib::DigitalCoupon>& childNative, Object^ owner);
        CDigitalCoupon (QuantLib::DigitalCoupon& childNative, Object^ owner);
        CDigitalCoupon (CDigitalCoupon^ copy);
        CDigitalCoupon (System::Type^ t);
#ifdef STRUCT
        CDigitalCoupon (QuantLib::DigitalCoupon childNative);
#endif       
#ifdef HANDLE
		CDigitalCoupon (QuantLib::Handle<QuantLib::DigitalCoupon>& childNative, Object^ owner);
		CDigitalCoupon (QuantLib::Handle<QuantLib::DigitalCoupon> childNative);
#endif
		virtual ~CDigitalCoupon ();
		!CDigitalCoupon ();

	internal:
		QuantLib::DigitalCoupon& GetReference ();
		boost::shared_ptr<QuantLib::DigitalCoupon>& GetShared ();
		QuantLib::DigitalCoupon* GetPointer ();
        void SetDigitalCoupon (boost::shared_ptr<QuantLib::DigitalCoupon> native)
        {
            if (_ppDigitalCoupon != NULL)
                delete _ppDigitalCoupon;
            _ppDigitalCoupon = new boost::shared_ptr<QuantLib::DigitalCoupon> (native);
            SetFloatingRateCoupon (boost::dynamic_pointer_cast<QuantLib::FloatingRateCoupon> (*_ppDigitalCoupon));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::DigitalCoupon>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Double CallDigitalPayoff 
        {
		    virtual Double get () ;
        }
        property Double CallOptionRate 
        {
		    virtual Double get () ;
        }
        property Double CallStrike 
        {
		    virtual Double get () ;
        }
        property Double ConvexityAdjustment 
        {
		    virtual Double get () ;
        }
        property Boolean HasCall 
        {
		    virtual Boolean get () ;
        }
        property Boolean HasCollar 
        {
		    virtual Boolean get () ;
        }
        property Boolean HasPut 
        {
		    virtual Boolean get () ;
        }
        property Boolean IsLongCall 
        {
		    virtual Boolean get () ;
        }
        property Boolean IsLongPut 
        {
		    virtual Boolean get () ;
        }
        property Double PutDigitalPayoff 
        {
		    virtual Double get () ;
        }
        property Double PutOptionRate 
        {
		    virtual Double get () ;
        }
        property Double PutStrike 
        {
		    virtual Double get () ;
        }
        property Double Rate 
        {
		    virtual Double get () ;
        }
		virtual Cephei::QL::Cashflows::IDigitalCoupon^ SetPricer (Cephei::QL::Cashflows::IFloatingRateCouponPricer^ pricer) ;
        property Cephei::QL::Cashflows::IFloatingRateCoupon^ Underlying 
        {
		    virtual Cephei::QL::Cashflows::IFloatingRateCoupon^ get () ;
        }
        property Cephei::QL::Cashflows::IDigitalCoupon^ Update 
        {
		    virtual Cephei::QL::Cashflows::IDigitalCoupon^ get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CDigitalCoupon_Factory : public System::MarshalByRefObject,  public IDigitalCoupon_Factory
	{
	public:
        virtual IDigitalCoupon^ Create (Cephei::QL::Cashflows::IFloatingRateCoupon^ underlying, Microsoft::FSharp::Core::FSharpOption<Double>^ callStrike, Microsoft::FSharp::Core::FSharpOption<QL::Position::TypeEnum>^ callPosition, Microsoft::FSharp::Core::FSharpOption<Boolean>^ isCallITMIncluded, Microsoft::FSharp::Core::FSharpOption<Double>^ callDigitalPayoff, Microsoft::FSharp::Core::FSharpOption<Double>^ putStrike, Microsoft::FSharp::Core::FSharpOption<QL::Position::TypeEnum>^ putPosition, Microsoft::FSharp::Core::FSharpOption<Boolean>^ isPutITMIncluded, Microsoft::FSharp::Core::FSharpOption<Double>^ putDigitalPayoff, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Cashflows::IDigitalReplication^>^ replication, Cephei::QL::Cashflows::IFloatingRateCouponPricer^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Cashflows */}
